I am interested in formulating constraints on a Simplex of the form
where (\rho_i, \rho_j) indicates no constraint among the two parameters. I can formulate constraints of the form
by using a ‘positive_ordered’ vector and filling it with identical values for indices that share the same value (e.g., \rho_1 = \rho_2), but I don’t know how to accommodate, for example, (\rho_3, \rho_4).
Now, for a particular parameter vector with particular constraints, I can hard-code the lower and upper bounds for each \rho_i, but I am looking for a general solution. I have tried to add the bounds in a loop in the transformed variable block, but such statements are not allowed.
Any input is greatly appreciated!